-76.0%
PSKY vs SFM
+273.2%
-349.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.4% | -4.9% |
| 7D | -6.8% | -7.2% | +0.3% | -6.0% |
| 30D | +10.2% | -14.3% | +24.6% | +12.3% |
| 3M | +0.3% | -13.7% | +14.0% | +1.9% |
| 6M | -7.8% | -6.0% | -1.7% | -7.8% |
| YTD | -23.0% | -8.2% | -14.7% | -22.9% |
| 1Y | -31.6% | -46.2% | +14.6% | -26.4% |
| 3Y | -21.3% | +83.6% | -104.9% | -31.5% |
| 5Y | -71.5% | +212.7% | -284.2% | -77.3% |
| All | -76.0% | +273.2% | -349.2% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling